#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Termstructures;
using Cephei.QL.Math;
namespace Cephei.QL.Processes
{
    /// <summary> 
	/// ! \ingroup processes
	/// </summary>
    [Guid ("92AAD76D-3E00-4ee5-827C-0AB9B21C2055"),ComVisible(true)]
	public interface IHullWhiteForwardProcess : Cephei.QL.Processes.IForwardMeasureProcess1D
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double A {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Alpha(Double t);
        /// <summary> 
		/// 
		/// </summary>
		 Double B(Double t, Double T2);
        /// <summary> 
		/// 
		/// </summary>
		 Double Diffusion(Double t, Double x);
        /// <summary> 
		/// 
		/// </summary>
		 Double Drift(Double t, Double x);
        /// <summary> 
		/// 
		/// </summary>
		 Double Expectation(Double t0, Double x0, Double dt);
        /// <summary> 
		/// 
		/// </summary>
		 Double M_T(Double s, Double t, Double T2);
        /// <summary> 
		/// 
		/// </summary>
		 Double Sigma {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double StdDeviation(Double t0, Double x0, Double dt);
        /// <summary> 
		/// 
		/// </summary>
		 Double Variance(Double t0, Double x0, Double dt);
        /// <summary> 
		/// 
		/// </summary>
		 Double X0 {get;}
    }   

    /// <summary> 
	/// ! \ingroup processes Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IHullWhiteForwardProcess_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IHullWhiteForwardProcess Create (Cephei.QL.Termstructures.IYieldTermStructure h, Double a, Double sigma);
    }
}

